Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1920714.9513 | 23471.3274 | -1944186.2787 | -3187882.6138 | -24359242.3871 | 21171359.7734 |
Total P&L (%) | -1920.715 | 23.4713 | -1944.1863 | -3187.8826 | -24359.2424 | 21171.3598 |
Avg Daily Profit (%) | -1.0335 | 0.0126 | -1.0461 | 0 | 0 | 0.2888 |
Buy And Hold Return (%) | 9136.3369 | 9136.3369 | 9136.3369 | 9136.3369 | 9136.3369 | 9136.3369 |
Max Trade Drawdown | -2030915 | -142197 | -1984109 | -31902283 | -25879763 | -9548657 |
Profit Factor | 0.1845 | 1.1079 | 0.0905 | 0.9338 | 0.2158 | 2.2407 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 68 | 35 | 33 | 43 | 19 | 24 |
Losing Trades | 26 | 12 | 14 | 51 | 28 | 23 |
Profitability (%) | 72.3404 | 74.4681 | 70.2128 | 45.7447 | 40.4255 | 51.0638 |
Ratio Avg Win / Avg Loss | 0.0705 | 0.3799 | 0.0384 | 1.1075 | 0.318 | 2.1473 |
Largest Winning Trade | 26577 | 26577 | 19704 | 26991259 | 1582449 | 26991259 |
Largest Losing Trade | -1279506 | -60930 | -1279506 | -11863408 | -11863408 | -8444126 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 15 | 17 | 13 | 30 | 24 | 35 |
Avg Bars in Losers | 92 | 86 | 97 | 41 | 42 | 41 |
Bars Traded | 3434 | 1636 | 1798 | 3434 | 1636 | 1798 |
Profit Streak | 91.7205 | 97.7205 | 91.7205 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575993 | -441038 | -577517 | -580515 | -584420 | 306247 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 126, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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